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When solving degenerate linear programs with the primal simplex method,
CPLEX may initiate a perturbation of the bounds of the problem in order to
improve performance. The routine CPXpperwrite
writes a
similarly perturbed problem to a binary SAV format file.
Example
status = CPXpperwrite (env, lp, "myprob.ppe", epsilon);
env | A pointer to the CPLEX environment as returned by |
lp | A pointer to a CPLEX problem object as returned by |
filename_str | A character string containing the name of the file to which the perturbed problem should be written. |
epsilon | The perturbation constant. |